iShares Gold Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.24% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 8.44 | |
| 0.1449 | 16.64 | |
| 0.9860 | 830.71 | |
| 0.0164 | 2.58 |
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Jan 28, 2005 to Feb 6, 2026
News Impact Curve
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